A Risk-neutral Characterization of Optimization and Pessimism and its Applications
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References listed on IDEAS
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More about this item
KeywordsOptimism; pessimism; rank dependent expected utility; risk–neutral decision weight; Research Methods/ Statistical Methods; Risk and Uncertainty; D81;
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
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